Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47980.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46586.02 Kr¶

PnL: ---------------------------------------> -302.55 Kr¶

DD now: ---------------------------------> -1.335 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:51:16.874938'

Anic Portfolio¶

Today¶

Return: 0.564 %¶

This Week¶

Return: 0.941 %¶

Total¶

Return: 57.077 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.950000 2814.000000 178.000000 6.750000 2636.000010
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.200000 428.800000 73.800000 20.790000 355.000000
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -2.230000 647.820000 70.820000 12.270000 576.999999
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
HMS Networks 2 -0.390000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 1.870000 556.400000 29.400000 5.580000 527.000000
Eastnine 4 2.220000 516.800000 25.800000 5.250000 491.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
SAAB B 8 0.160000 3400.000000 23.000000 0.680000 3377.000000
Coor Service Management Hold. 8 1.460000 554.800000 22.800000 4.290000 532.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
AcadeMedia 12 1.070000 566.640000 9.640000 1.730000 557.000004
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Resurs Holding 22 0.270000 580.140000 6.140000 1.070000 573.999998
Securitas B 6 0.990000 575.040000 5.040000 0.880000 570.000000
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
CTEK 13 2.690000 536.900000 2.900000 0.540000 533.999999
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Essity B 2 -1.600000 570.700000 -3.300000 -0.570000 574.000000
Handelsbanken A 5 -0.280000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.300000 3438.820000 -15.180000 -0.440000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.110000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 1.230000 3632.200000 -123.800000 -3.300000 3756.000001
OX2 18 0.830000 1526.400000 -137.600000 -8.270000 1663.999992
Ovzon 52 2.650000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46586.020000 -302.550000 -1.33451% 46888.564618

Updated:¶

'2023-01-18 16:51:29.479636'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶